| 2008年09月01日 16:48:13 |
| 国债名称 | 代码 | 年利率(%) | 期限 | 剩余年限 | 净价 | 应计天数 | 应计利息 | 全价 | 付息方式 | 到期收益率(%) | 修正久期 | 凸性 |
| 国债998 | 101998 | 3.3 | 10 | 1.0603 | 100 | 345 | 3.1192 | 103.1192 | 年付 | 0.0329 | 0.9927 | 1.9755 |
| 国债917 | 101917 | 4.26 | 20 | 12.9205 | 99.59 | 33 | 0.3852 | 99.9752 | 年付 | 0.043 | 9.8068 | 117.5394 |
| 国债912 | 101912 | 3.05 | 10 | 3.1616 | 96.76 | 308 | 2.5737 | 99.3337 | 年付 | 0.0416 | 2.8611 | 11.2906 |
| 国债904 | 101904 | 2.87 | 10 | 1.7233 | 101.51 | 102 | 0.802 | 102.312 | 年付 | 0.0197 | 1.6138 | 4.1984 |
| 国债0809 | 100809 | 3.42 | 1 | 0.7726 | 99.88 | 84 | 0.7871 | 100.6671 | 年付 | 0.0354 | 0.7494 | 1.1231 |
| 国债0720 | 100720 | 3.66 | 1 | 0.2795 | 100.22 | 258 | 3.66 | 103.88 | 固定单利 | -0.0076 | 0.2765 | 0.1529 |
| 国债0716 | 100716 | 2.95 | 1 | 0.0329 | 99.95 | 348 | 2.95 | 102.9 | 固定单利 | 0.0148 | 0.03 | 0.0018 |
| 国债0711 | 100711 | 3.53 | 3 | 1.8712 | 99.81 | 48 | 0.4642 | 100.2742 | 年付 | 0.0363 | 1.7701 | 4.8718 |
| 国债0505 | 100505 | 3.37 | 7 | 3.7288 | 96.13 | 100 | 0.9233 | 97.0533 | 年付 | 0.0452 | 3.3774 | 15.0265 |
| 国债0503 | 100503 | 3.3 | 5 | 1.6466 | 98.51 | 129 | 1.1663 | 99.6763 | 年付 | 0.0425 | 1.5486 | 3.9124 |
| 国债0501 | 100501 | 4.44 | 10 | 6.4932 | 101.62 | 5 | 0.0603 | 101.6803 | 半年付 | 0.0415 | 5.5948 | 36.6305 |
| 国债0410 | 100410 | 4.86 | 7 | 3.2329 | 102.3 | 282 | 3.7548 | 106.0548 | 年付 | 0.0408 | 2.8479 | 11.3589 |
| 国债0408 | 100408 | 4.3 | 5 | 1.1342 | 101.5 | 318 | 3.7463 | 105.2463 | 年付 | 0.0292 | 1.0594 | 2.1886 |
| 国债0407 | 100407 | 4.71 | 7 | 2.9781 | 102.4 | 8 | 0.1032 | 102.5032 | 年付 | 0.0384 | 2.7416 | 10.3441 |
| 国债0404 | 100404 | 4.89 | 7 | 2.7288 | 102.66 | 100 | 1.3397 | 103.9997 | 年付 | 0.0384 | 2.4948 | 8.8199 |
| 国债0403 | 100403 | 4.4164 | 5 | 0.6329 | 101 | 135 | 1.6335 | 102.6335 | 年付 | 0.0274 | 0.6194 | 0.7672 |
| 国债0311 | 100311 | 3.5 | 7 | 2.2164 | 99.1 | 288 | 2.7616 | 101.8616 | 年付 | 0.0392 | 2.0323 | 6.2331 |
| 国债0308 | 100308 | 3.02 | 10 | 5.0466 | 94.29 | 351 | 2.9042 | 97.1942 | 年付 | 0.043 | 4.4107 | 25.0151 |
| 国债0307 | 100307 | 2.66 | 7 | 1.9671 | 98.53 | 13 | 0.0947 | 98.6247 | 年付 | 0.0345 | 1.8737 | 5.3459 |
| 国债0303 | 100303 | 3.4 | 20 | 14.6329 | 89.19 | 138 | 1.282 | 90.472 | 半年付 | 0.0441 | 11.0264 | 149.391 |
| 国债0301 | 100301 | 2.66 | 7 | 1.4685 | 98.18 | 196 | 1.4284 | 99.6084 | 年付 | 0.0395 | 1.3835 | 3.2687 |
| 国债0215 | 100215 | 2.93 | 7 | 1.263 | 99.1 | 271 | 2.1754 | 101.2754 | 年付 | 0.0366 | 1.1874 | 2.5811 |
| 国债0213 | 100213 | 2.6 | 15 | 9.0575 | 87.1 | 166 | 1.1728 | 88.2728 | 半年付 | 0.0434 | 7.7631 | 69.681 |
| 国债0210 | 100210 | 2.39 | 7 | 0.9726 | 98.62 | 17 | 0.1113 | 98.7313 | 年付 | 0.0381 | 0.9194 | 1.6904 |
| 国债0203 | 100203 | 2.54 | 10 | 3.6301 | 94.55 | 137 | 0.9534 | 95.5034 | 年付 | 0.0419 | 3.3336 | 14.6202 |
| 国债0115 | 100115 | 3 | 7 | 0.2959 | 100.5 | 259 | 2.1288 | 102.6288 | 年付 | 0.0122 | 0.2913 | 0.1697 |
| 07国债10 | 010710 | 4.4 | 10 | 8.8192 | 98.33 | 69 | 0.8318 | 99.1618 | 年付 | 0.0463 | 7.1583 | 61.1819 |
| 07国债07 | 010707 | 3.74 | 7 | 5.7288 | 98.51 | 101 | 1.0349 | 99.5449 | 年付 | 0.0403 | 5.0014 | 31.3626 |
| 06国债(18) | 010618 | 2.48 | 5 | 3.1479 | 96.19 | 313 | 2.1267 | 98.3167 | 年付 | 0.0378 | 2.8885 | 11.4278 |
| 06国债(13) | 010613 | 2.89 | 7 | 5 | 90.51 | 2 | 0.0158 | 90.5258 | 年付 | 0.0509 | 4.4772 | 25.0286 |
| 06国债(10) | 010610 | 2.34 | 3 | 0.874 | 98.94 | 47 | 0.3013 | 99.2413 | 年付 | 0.0357 | 0.8449 | 1.4276 |
| 06国债(5) | 010605 | 2.4 | 5 | 2.7041 | 96.49 | 109 | 0.7167 | 97.2067 | 年付 | 0.0379 | 2.5341 | 8.9694 |
| 06国债(4) | 010604 | 2.12 | 3 | 0.6247 | 99.48 | 138 | 0.8015 | 100.2815 | 年付 | 0.0293 | 0.6107 | 0.746 |
| 06国债(3) | 010603 | 2.8 | 10 | 7.5726 | 89.5 | 159 | 0.6099 | 90.1099 | 半年付 | 0.0441 | 6.5856 | 50.1693 |
| 06国债(1) | 010601 | 2.51 | 7 | 4.4932 | 92.7 | 188 | 1.2928 | 93.9928 | 年付 | 0.0433 | 4.0595 | 21.0141 |
| 05国债(13) | 010513 | 3.01 | 7 | 4.2356 | 94.49 | 282 | 2.3255 | 96.8155 | 年付 | 0.0446 | 3.7664 | 18.5338 |
| 05国债(12) | 010512 | 3.65 | 15 | 12.2137 | 92.7 | 110 | 1.091 | 93.791 | 半年付 | 0.0443 | 9.5252 | 109.6676 |
| 05国债(11) | 010511 | 2.14 | 5 | 2.1342 | 96.25 | 318 | 1.8644 | 98.1144 | 年付 | 0.0401 | 1.9872 | 5.9554 |
| 05国债(9) | 010509 | 2.83 | 7 | 3.9836 | 94.75 | 8 | 0.062 | 94.812 | 年付 | 0.0429 | 3.654 | 17.1918 |
| 05国债(5) | 010505 | 3.37 | 7 | 3.7288 | 98.38 | 100 | 0.9233 | 99.3033 | 年付 | 0.0384 | 3.4021 | 15.2376 |
| 05国债(4) | 010504 | 4.11 | 20 | 16.7096 | 98.9 | 110 | 1.2285 | 100.1285 | 半年付 | 0.042 | 11.8195 | 177.2609 |
| 05国债(3) | 010503 | 3.3 | 5 | 1.6466 | 99.3 | 129 | 1.1663 | 100.4663 | 年付 | 0.0374 | 1.5563 | 3.9513 |
| 05国债(1) | 010501 | 4.44 | 10 | 6.4932 | 101.69 | 5 | 0.0603 | 101.7503 | 半年付 | 0.0414 | 5.5955 | 36.6376 |
| 04国债(10) | 010410 | 4.86 | 7 | 3.2329 | 102.9 | 282 | 3.7548 | 106.6548 | 年付 | 0.0388 | 2.8543 | 11.407 |
| 04国债(8) | 010408 | 4.3 | 5 | 1.1342 | 101 | 318 | 3.7463 | 104.7463 | 年付 | 0.0337 | 1.0547 | 2.1692 |
| 04国债(7) | 010407 | 4.71 | 7 | 2.9808 | 102.63 | 8 | 0.1032 | 102.7332 | 年付 | 0.0376 | 2.7439 | 10.3612 |
| 04国债(4) | 010404 | 4.89 | 7 | 2.7288 | 102.87 | 100 | 1.3397 | 104.2097 | 年付 | 0.0376 | 2.4969 | 8.8344 |
| 04国债(3) | 010403 | 4.4164 | 5 | 0.6329 | 100.93 | 135 | 1.6335 | 102.5635 | 年付 | 0.0285 | 0.6189 | 0.7662 |
| 03国债(11) | 010311 | 3.5 | 7 | 2.2164 | 99.4 | 288 | 2.7616 | 102.1616 | 年付 | 0.0378 | 2.0354 | 6.2512 |
| 03国债(8) | 010308 | 3.02 | 10 | 5.0466 | 95.5 | 351 | 2.9042 | 98.4042 | 年付 | 0.0402 | 4.4263 | 25.1747 |
| 03国债(7) | 010307 | 2.66 | 7 | 1.9671 | 97.85 | 13 | 0.0947 | 97.9447 | 年付 | 0.0382 | 1.8669 | 5.3075 |
| 03国债(3) | 010303 | 3.4 | 20 | 14.6329 | 89.41 | 138 | 1.282 | 90.692 | 半年付 | 0.0439 | 11.0325 | 149.5093 |
| 03国债(1) | 010301 | 2.66 | 7 | 1.4685 | 98.55 | 196 | 1.4284 | 99.9784 | 年付 | 0.0368 | 1.3872 | 3.2858 |
| 02国债(15) | 010215 | 2.93 | 7 | 1.263 | 99.26 | 271 | 2.1754 | 101.4354 | 年付 | 0.0353 | 1.1889 | 2.5879 |
| 02国债(13) | 010213 | 2.6 | 15 | 9.0575 | 87.56 | 166 | 1.1728 | 88.7328 | 半年付 | 0.0427 | 7.7694 | 69.7685 |
| 02国债(10) | 010210 | 2.39 | 7 | 0.9562 | 99.1 | 17 | 0.1113 | 99.2113 | 年付 | 0.0335 | 0.9238 | 1.7069 |
| 02国债(3) | 010203 | 2.54 | 10 | 3.6301 | 94.9 | 137 | 0.9534 | 95.8534 | 年付 | 0.0408 | 3.3375 | 14.6529 |
| 21国债(15) | 010115 | 3 | 7 | 0.2959 | 100.02 | 259 | 2.1288 | 102.1488 | 年付 | 0.0282 | 0.2899 | 0.1681 |
| 21国债(12) | 010112 | 3.05 | 10 | 3.1616 | 97.3 | 308 | 2.5737 | 99.8737 | 年付 | 0.0397 | 2.867 | 11.3348 |
| 21国债(10) | 010110 | 2.95 | 10 | 3.0658 | 97.13 | 343 | 2.7722 | 99.9022 | 年付 | 0.0396 | 2.7804 | 10.7528 |
| 21国债(7) | 010107 | 4.26 | 20 | 12.9205 | 99.79 | 33 | 0.382 | 100.172 | 半年付 | 0.0428 | 9.8111 | 117.6159 |
| 20国债(4) | 010004 | 3.41 | 10 | 1.7233 | 101.75 | 102 | 0.9529 | 102.7029 | 年付 | 0.0297 | 1.6161 | 4.2103 |
| 99国债(8) | 009908 | 3.3 | 10 | 1.0603 | 99.93 | 345 | 3.1192 | 103.0492 | 年付 | 0.0336 | 0.992 | 1.9728 |
